To install Email Spy you have to unpack/unzip downloaded program package at first. If you are working under Windows 95/98/ME/NT/2000 you could use WinZip software or similar to do that (please refer to WinZip web site www.winzip.com for details about how to unpack compressed/zipped files). As soon as program package is unpacked you have to run setup.exe file to begin install.
If you are working under Windows XP you can directly open compressed/zipped file of downloaded Email Spy package and then run setup.exe file as well.

To continue you have to read and accept product license. Then tick off "I agree"
checkbox and click Next >> to go next installation step.

You can choose Visible or Stealth mode of Email Spy work.
In the Visible mode, setup program will create Email Spy program group and shortcuts within Windows Start Menu. In the Stealth mode, Email Spy work will be complete invisible on the monitored computer.
At the end of install Email Spy Control Panel will be started so you could configure program work then.

If you installed Email Spy under Windows 95/98/ME, you will get following window at the end of install:

Click OK to restart Windows.
After Windows restart, you have to start Email Spy Control Panel to configure Email Spy.
Details are available in How to change email address where emails will be copied to section.